Inflation Curve Example - Change Evaluation Date

[Ioan F.]

Hello,

First of all, thank you Luigi for your example regarding the change in the evaluation date and maintaining the yield term structure "consistency". That was a great example!
Second of all, I am trying to apply the same logic to changing the evaluation date and maintain the inflation term structure consistency. Needless to say, I am not able to do so
If anybody can post such an example or point out the location of such an example, that would be just great.

Thank you so much,
Ioan

PS If you think my question is too vague, I could try and post a stripped down example of what I'm trying to do (in Python).

[Luigi Ballabio]

Hi Ioan,

    yes, an example would be nice :)

Luigi

On Wed, Feb 25, 2015 at 9:59 PM, Ioan F. <[hidden email]> wrote:

Hello,

First of all, thank you Luigi for your example regarding the change in the
evaluation date and maintaining the yield term structure "consistency". That
was a great example!
Second of all, I am trying to apply the same logic to changing the
evaluation date and maintain the inflation term structure consistency.
Needless to say, I am not able to do so
If anybody can post such an example or point out the location of such an
example, that would be just great.

Thank you so much,
Ioan

PS If you think my question is too vague, I could try and post a stripped
down example of what I'm trying to do (in Python).



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